Acquisitions - January-December 2001
UNIVERSITY OF ALBERTA. Department of Economics.
2000-1 Buse, A. The history of extraneous estimation. 51p.
2001-1 Eckert, Andrew. Retail price cycles and the presence of
small firms: general results. 52p.
ATHENS UNIVERSITY OF ECONOMICS & BUSINESS. Dept. of Economics.
119 Tsionas, Efthymios G. Bayesian inference in the non-central
student-t model. 20p.
118 Vlachou, Andriana. The economics of global warming: a
critical assessment. 32p.
120 Andrikopoulos, Andreas A. & Prodromidis, Kyprianos P. The
qualitative element in organization behavior. 9p.
121 Baltas, Nicholas C. & Xepapadeas, Anastasios. Car
replacement and environmental policy in the EU: the case of
Greece. 20p.
123 Andrikopolous, Andreas A. & Prodromidis, Kyprianos P.
Fiscal instruments, political business cycles and the EMU:
some stylized facts. 27p.
122 Andrikopoulos, Andreas A., Loizides, John C. & Prodromidis,
Kyprianos P. Political business cycles and national tax
policies in the EU countries. 29p.
124 Bitros, George C. & Tsionas, Efthymios G. A consistent
approach to cost efficiency measurement. 19p.
125 Baltas, Nicholas C. European Union enlargment: an historic
milestone in the process of European integration. 14p.
126 Bitros, George C. & Flytzanis, Elias G. Towards a general
theory of real capital. 24p.
101 Demopoulos, George D. & Fratzeskos, Emmanuel K.
Macroeconomic developments and problems in the transition
process of the Bulgarian economy. 37p.
127 Dimelis, Sophia & Louri, Helen. Foreign direct investment
and productivity analysis. 27p.
131 Baltas, Nicholas C. The common agricultural policy: past,
present and future. 17p.
128 Economides, George, Miaouli, Natasha & Philippopoulos,
Apostolis. Electoral uncertainty and economic growth. 19p.
132 Fotopoulos, George & Louri, Helen. Determinants of firm
growth: an integrated empirical assessment. 26p.
129 Miaouli, Natasha. Optimal wage formation and rent
extraction: evidence from five European countries. 33p.
130 Tsionas, Efthymios G. Stochastic frontier models with
random coefficients. 31p.
134 Bosworth, Barry & Kollintzas, Tryphon. Economic growth in
Greece: past performance and future prospects. 49p.
133 Pournarakis, Mike. Fixity of exchange rates and efficiency
of monetary policy in the European transition economics: the
experience of . 20p.
135 Demopoulos, George D., Yannacopoulos, Nicholas A. & Warren,
Stanton A. Monetary unions, adjustment mechanisms and
risk-sharing: can market forces replace fiscal policy in the
European Un. 14p.
PAGE 2
UNIVERSITY OF AUCKLAND. Department of Economics.
214 King, Ian. Rankings of economics departments in New
Zealand. 9p.
215 Phillips, Peter C.B. & Yu, Jun. Exact Gaussian estimation
of continuous time models of the term structure of interest
rates. 22p.
BANCO DE ESPANA. Servicio de Estudios.
200017 Alonso, Francisco, et al. Estimating liquidity premia in
the Spanish government securities market. 44p.
200010 Ortega, Eva & Alberola, Enrique. Transmission of shocks and
monetary policy in the Euro area: an exercise with NIGEM.
75p.
200020 Gali, Jordi, Gertler, Mark & Lopez-Salido, J. David.
European inflation dynamics. 45p.
200018 Fernandez de Lis, Santiago, Martinez Pages, Jorge & Saurina,
Jesus. Credit growth, problem loans and credit risk
provisioning in Spain. 37p.
2001-2 Balakrishan, Ravi. The interaction of firing costs and
on-the-job search: an application of a search theoretical
model to the Spanish . 40p.
2001-3 de Castro, Francisco, Gonzalez-Paramo, Jose M. & Hernandez
de Cos, Pablo. Evaluating the dynamics of fiscal policy in
Spain: patterns of interdependence and consistency of public
expenditur. 43p.
200019 Hernandez de Cos, Pablo, Argimon, Isabel & Gonzalez-Paramo,
Jose M. Does public ownership affect business performance?:
empirical evidence with panel data from the Spanish
manufacturi. 54p.
2001-1 Rendon, Silvio. Job creation under liquidity constraints:
the Spanish case. 48p.
2001-5 Ayuso, Juan & Repullo, Rafael. Why did the banks overbid?:
an empirical model of the fixed rate tenders of the European
Central Bank. 25p.
2001-8 Maravall, Agustin & del Rio, Ana. Time aggregation and the
Hodrick-Prescott filter. 46p.
2001-4 Nielsen, Carsten K. Three exchange rate regimes and a
monetary union: determinacy, currency crises, and welfare.
35p.
2001-6 Ruge-Murcia, Francisco J. Inflation targeting under
asymmetric preferences. 54p.
2001-7 Vinals, Jose. Monetary policy issues in a low inflation
environment. 67p.
200110 Estrada, Angel & Lopez-Salido, David. Accounting for
Spanish productivity growth using sectoral data: new
evidence. 35p.
200111 Alonso, Francisco, Blanco, Roberto & del Rio, Ana.
Estimating inflation expectations using French government
inflation-indexed bonds. 39p.
200112 Caporello, Gianluca, Maravall, Agustin & Sanchez, Fernando
J. Program TSW reference manual. 59p.
PAGE 3
BANK OF JAPAN. Institute for Monetary & Economic Studies.
200034 Shiratsuka, Shigenori. Asset prices, financial stability,
and monetary policy based on Japan's experience of the asset
price bubble. 39p.
2001-1 Shiratsuka, Shigenori. Information content of implied
probability distributions: empirical studies on Japanese
stock price index options. 37p.
2001-5 Amemiya, Takeshi. Endogenous sampling in duration models.
22p.
2001-2 Mann, Ronald J. Card-based payment systems in the United
States and Japan. 56p.
2001-3 Technological innovation and banking industry monetary
policy: forum on the development of electronic payment
techn. 93p.
2001-4 Yamai, Yasuhiro & Yoshiba, Toshino. On the validity of
value-at-risk: comparative analyses with expected shortfall.
34p.
2001-6 Weinberg, John A.. The pricing of interbank payment
services in a changing competitive environment. 24p.
200110 Fujiki, Hiroshi & Shiratsuka, Shigenori. Policy duration
effect under the zero interest rate policy in 1999-2000:
evidence from Japan's money market data. 53p.
2001-9 Mio, Hitoshi. Identifying aggregate demand and aggregate
supply components of inflation rate: a structural VAR
analysis for Japan. 30p.
2001-8 Tsuru, Kotaro. The choice of lending patterns by Japanese
banks during the 1980s and 1990s: the causes and
consequences of a real . 50p.
2001-7 Tsuru, Kotaro. Should banks choose collateral or
non-collateral lending? The impact of a project's risk,
bank's monitoring effici. 61p.
200111 Baba, Naohiko. Optimal timing in banks' write-off decisions
under the possible implementation of a subsidy scheme: a
real options . 38p.
200113 Fujuki, Hiroshi. Money demand near zero interest rate:
evidence from regional data. 28p.
200115 Wall, Howard J. Has Japan been left out in the cold by
regional integration?. 25p.
200112 Yamai, Yasuhiro & Yoshiba, Toshinao. Comparative analyses
of expected shortfall and VAR: their estimation error,
decomposition, and optimization. 43p.
200114 Yoshiba, Toshinao & Yasuhiro, Yamai. Comparative analyses
of expected shortfall and value-at-risk (2): expected
utility maximization and tail risk. 29p.
200116 Okina, Kunio & Shiratsuka, Shigenori. Asset price bubbles,
price stability, and monetary policy: Japan's experience.
51p.
200117 Watanabe, Toshiaki & Asai, Manabu. Stochastic volatility
models with heavy-tailed distribution: a Bayesian analysis.
52p.
BEN GURION UNIVERSITY. Monaster Center for Economic Research.
2000-8 Justman, Moshe. Transitional dynamics of output, wages and
profits in innovation-led growth: a general equilibrium
analysis. 37p.
PAGE 4
2000-7 Moldovanu, Benny & Sela, Aner. Patent licensing to Bertrand
competitors. 23p.
2000-6 Shalit, Haim & Yitzhaki, Shlomo. Solving the portfolio
allocation puzzle. 11p.
200010 Ben-Zion, Uri, Hibshoosh, Aharon & Spiegel, Uriel. Price
discrimination by coupons restriction. 7p.
2001-1 Gavious, Arie, Moldovanu, Benny & Sela, Aner. Bid costs and
endogenous bid caps. 23p.
2000-9 Perez-Castrillo, David & Wettstein, David. In whose
backyard? A generalized bidding approach. 21p.
2001-2 Ruffle, Bradley J. & Kaplan, Todd R. Here's something you
never asked for, didn't know existed, and can't easily
obtain: a search model of gift giving. 30p.
200112 Abu-Qarn, Aamer S. & Abubader, Suleiman. Export-led growth:
empirical evidence from the Mena region. 22p.
200111 Abubader, Suleiiman. Institutional changes and breakpoints
in Israeli trade. 25p.
2001-3 Gavious, Arieh & Sela, Aner. Auctions with reservation
prices. 20p.
2001-7 Gradstein, Mark. Rules, stability, and growth. 23p.
2001-6 Justman, Moshe & Zuscovitch, Ehud. The economic impact of
subsidized industrial R&D in Israel. 22p.
2001-9 Justman, Moshe, Thisse, Jacques-Francois & van Ypersele,
Tanguy. Fiscal competition and regional differentiation.
20p.
2001-9 Palmon, Oded & Spivak, Avia. Adverse selection and the
market for annuities. 49p.
200110 Ruffle, Bradley J. Competitive equilibrium and classroom
pit markets for the early 21st century. 18p.
2001-5 Tykocinski, Orit E. & Ruffle, Bradley J. Instrumental
waiting. 16p.
200117 BenZion, Uri, et al. Efficiency differences between the S&P
500 and the Tel-Aviv 25 indices: a moving average
comparison. 37p.
2001-8 Einy, Ezra, et al. Dominant strategies, superior
information, and winner's curse in second-price auctions.
18p.
200119 Einy, Ezra, Moreno, Diego & Shitovitz, Benyamin. On the
value of public information in a Cournot duopoly. 19p.
200114 Fibich, Gadi, Gavious, Arieh & Sela, Aner. Revenue
equivalence in asymmetric auctions. 17p.
200116 Haimanko, Ori, LeBreton, Michel & Weber, Shlomo. Transfers
in a polarized country: bridging the gap between efficiency
and stability. 39p.
200113 Homma, Tetsushi, Tsutsui, Yoshiro & BenZion, Uri. Exchange
rate and stock prices in Japan. 26p.
200118 Ruffle, Bradley J. Tax and subsidy incidence equivalence
theories: experimental evidence from competitive markets.
46p.
200115 Sosis, Richard & Ruffle, Bradley. Religious ritual and
cooperation: testing for a relationship on Israeli religious
Kibbutzim. 26p.
BOSTON UNIVERSITY. Dept. of Economics-Industry Studies Program.
103 Ma, Ching-to Albert. Public rationing and private cost
incentives. 21p.
PAGE 5
104 Rysman, Marc. Competition between networks: a study of the
market for yellow pages. 43p.
UNIVERSITY OF CALIFORNIA-BERKELEY. Department of Economics.
293 Dranove, David & Gandal, Neil. The DVD vs. DIVX standard
war: empirical evidence of vaporware. 30p.
291 Farrell, Joseph & Shapiro, Carl. Scale economies and
synergies in horizontal merger analysis. 28p.
292 Palomino, Frederic & Rigotti, Luca. The sport league's
dilemma: competitive balance versus incentives to win. 34p.
295 Gandal, Neil. The dynamics of competition in the Internet
search engine market. 19p.
294 Kirchsteiger, Georg, Rigotti, Luca & Rustichini, Aldo. Your
morals are your moods. 35p.
298 Craine, Roger. Dollarization: an irreversible decision.
27p.
299 Echenique, Federico. A characterization of strategic
complementarities. 18p.
297 Gayer, Ted. The fatality risks of sport-utility vehicles,
vans, and pickups. 51p.
296 Rigotti, Luca, Ryan, Matthew & Vaithianathan, Rhema.
Entrepreneurial innovation. 34p.
300 Gilbert, Richard J. & Katz, Michael L. An economist's guide
to U.S. vs. Microsoft. 39p.
301 Gilbert, Richard J. & Tom, Willard K. Is innovation king at
the antitrust agencies? The intellectual property
guidelines five years later. 46p.
302 Gilbert, Richard & Hastings, Justine. Vertical integration
in gasoline supply: an empirical test of raising rivals'
costs. 53p.
306 Farrell, Joseph & Katz, Michael. Competition or predation?
Schumpeterian rivalry in network markets. 36p.
303 Gallini, Nancy & Scotchmer, Suzanne. Intellectual property:
when is it the best incentive system?. 26p.
304 Hall, Bronwyn H., Jaffe, Adam & Trajtenberg, Manuel. Market
value and patent citations: a first look. 47p.
305 Scotchmer, Suzanne. The political economy of intellectual
property treaties. 30p.
308 Case, Karl E., Quigley, John M. & Shiller, Robert J.
Comparing wealth effects: the stock market versus the
housing market. 30p.
307 Hendel, Igal & Nevo, Aviv. Sales and consumer inventory.
37p.
UNIV. OF CALIFORNIA-BERKELEY. Ctr. for Int'l. & Devel. Econ. Res.
117 Galiani, Sebastian & Hopenhayn, Hugo A. Duration and risk
of unemployment in Argentina. 22p.
118 Lopez-Cordova, J. Ernesto & Meissner, Chris. Exchange-rate
regimes and international trade: evidence from the classical
gold standard era. 52p.
116 Obstfeld, Maurice & Rogoff, Kenneth. Perspectives on OECD
economic integration: implications for U.S. current account
adjustment. 61p.
PAGE 6
UNIVERSITY OF CALIFORNIA-SAN DIEGO. Department of Economics.
200031 Betts, Julian R., Odgers, Cameron W. & Wilson, Michael K.
The effects of unions on research and development: an
empirical analysis using multi-year data. 38p.
200033 Betts, Julian R. & Fairlie, Robert W. Explaining ethnic,
racial, and immigrant differences in private school
attendance. 38p.
200020 Betts, Julian R. & Costrell, Robert M. Incentives and
equity under standards-based reform. 78p.
200021 Carson, Richard T. & Mitchell, Robert C. Public preferences
toward environmental risks: the case of trihalomethanes.
37p.
200019 Elliott, Graham & Stock, James H. Confidence intervals for
autoregressive coefficients near one. 37p.
200026 Engle, Robert F. & Patton, Andrew J. Impacts of trades in
an error-correction model of quote prices. 52p.
200030 Friedberg, Leora & Webb, Anthony. The impact of 401(k)
plans on retirement. 35p.
200032 Goncalves, Silvia & White, Halbert. Maximum likelihood and
the bootstrap for nonlinear dynamic models. 44p.
200023 Hamilton, James D. & Kim, Dong Heon. A re-examination of
the predictability of economic activity using the yield
spread. 37p.
200027 Kim, Tae-Hwan, Stone, Douglas & White, Halbert. Asymptotic
and Bayesian confidence intervals for Sharpe style weights.
40p.
200022 Machina, Mark J. Payoff kinks in preference over lotteries.
46p.
200024 Pesavento, Elena. Analytical evaluation of the power of
tests for the absence of cointegration. 57p.
200029 Segal, Uzi & Sobel, Joel. Min, max, and sum. 26p.
200028 Shen, Pu & Starr, Ross M. Market makers' supply and pricing
of financial market liquidity. 16p.
200025 Starr, Ross M. Why is there money? Endogenous derivation
of `money' as the most liquid asset: a class of examples.
19p.
2001-5 Den Haan, Wouter J. & Sumner, Steven. The comovements
between real activity and prices in the G7. 33p.
2001-7 Giacomini, Raffaella & Granger, Clive W.J.. Aggregation of
space-time processes. 29p.
2001-4 Granger, Clive W.J. & Yoon, Gawon. Self-generating
variables in a cointegrated VAR framework. 52p.
2001-1 Klimenko, Mikhail, Ramey, Garey & Watson, Joel. Recurrent
trade agreements and the value of external enforcement.
40p.
2001-8 Komunjer, Ivana. Consistent estimation for aggregated GARCH
processes. 42p.
2001-3 Owyang, Michael & Ramey, Garey. Regime switching and
monetary policy measurement. 31p.
2001-6 Paparoditis, Efsthathios & Politis, Dimitris N. Unit root
testing via the continuous-path block bootstrap. 45p.
2001-9 Patton, Andrew J. Modelling time-varying exchange rate
dependence using the conditional copula. 51p.
PAGE 7
2001-2 Timmermann, Allan. Structural breaks, incomplete
information and stock prices. 35p.
UNIVERSITY OF CALIFORNIA-SANTA BARBARA. Department of Economics.
122000 Frech, H.E., Langenfeld, James & Corbett, Michaelyn.
Managed health care effects: medical care costs and access
to health insurance. 26p.
9/2000 Gabrielsen, Tommy S. & Sorgard, Lars. Private labels, price
rivalry, and public policy. 28p.
112000 Garratt, Rod & Qin, Cheng-Zhong. Potential maximization and
coalition government formation. 17p.
102000 Lommerud, Kjell E., Straume, Odd R. & Sorgard, Lars. Merger
profitability in unionized oligopoly. 31p.
8/2000 Tokat, Yasim, Rachev, Svetlozar T. & Schwartz, Eduardo. The
stable non-Gaussian asset allocation: a comparison with the
classical Gaussian approach. 36p.
3/2001 Bohn, Henning. Retirement savings in an aging society: a
case for innovative government debt management. 42p.
2/2001 Costello, Christopher & McAusland, Carol. On agricultural
protection and exotic species introduction. 24p.
7/2001 Frech, H.E. What can corporate demography and economics
contribute to each other?. 30p.
6/2001 Kavuncu, Yusuf O. & Knabb, Shawn D. An intergenerational
cost-benefit analysis of climate change. 41p.
8/2001 LeRoy, Stephen F. Infinite portfolios. 20p.
1/2001 Sodal, Sigbjorn. Entry, exit and scrapping decisions with
investment lags: a series of investment models based on a
new approach. 34p.
5/2001 Sunnevag, Kjell J. Auction design for the allocation of
emission permits. 16p.
4/2001 Sunnevag, Kjell J. Auction design for the allocation of
multiple units of a homogenous good: theoretical background
and practical expe. 28p.
UNIVERSITY OF CAMBRIDGE. Department of Applied Economics.
2000-9 Di Tommaso, Maria L. & Weeks, Melvyn. Decision structures
and discrete choices: an application to labour market
participation and fertility. 35p.
2000-7 Domah, Preetum & Pollitt, Michael G. The restructuring and
privatisation of electricity distribution and supply
businesses in England and Wales. 42p.
200011 Giovannetti, Emanuele. Interconnection, differentiation and
bottlenecks in the Internet. 34p.
200012 Giovannetti, Emanuele. Perpetual leapfrogging in Bertrand
duopoly. 31p.
200013 Lewin-Solomons, Shira B. Asset specificity and hold-up in
franchising and grower contracts: theoretical rationale for
government regulation?. 23p.
2000-8 Littlechild, Stephen C. Why we need electricity retailers:
a reply to Joskow on wholesale spot price pass-through.
42p.
200010 Yudong, Yao & Weeks, Melvyn. Provincial income convergence
in China, 1953-1957: a panel data approach. 34p.
PAGE 8
200021 Affuso, Luisa, Masson, Julien & Newbery, David. Comparing
investments on new transport infrastructure: roads vs.
railways?. 36p.
200017 Aidt, Toke S. The rise of environmentalism, pollution taxes
and intra-industry trade. 31p.
200019 Corrado, Luisa & Holly, Sean. Piecewise linear feedback
rules in a non linear model of the Phillips Curve: evidence
from the U.S. and the U.K.. 21p.
200018 Kattuman, Paul & Roberts, Barbara M. Strategy choices of
firms and market structure. 16p.
200016 Lewin-Solomons, Shira B. Autonomy, contractability, and the
franchise relationship. 30p.
200015 Lewin-Solomons, Shira B. Innovation and authority in
franchise systems: an empirical exploration of the plural
form. 25p.
200014 Ryan, Paul. The school-to-work transition: a cross-national
perspective. 74p.
200020 Santos, Georgina, Rojey, Laurent & Newbery, David. The
environmental benefits from road pricing. 10p.
200022 Affuso, Luisa. Intra-firm retail contracting: survey
evidence from the U.K. 24p.
200024 Chadha, J.S., Janssen, N. & Nolan, C. An examination of
U.K. business cycle fluctuations, 1871-1997. 29p.
200028 Coe, Patrick, Vahey, Shaun P. & Wakerly, Elizabeth C. The
transparency and accountability of U.K. debt management: a
proposal. 18p.
200025 Immervoll, Herwig. Fiscal drag: an automatic stabiliser?.
24p.
200027 Lewin-Solomons, Shira B. The plural form in franchising: a
synergism of market and hierarchy. 29p.
200026 Littlechild, Stephen C. A review of U.K. electricity
regulation, 1999-2000. 21p.
200029 Raiser, Martin, Di Tommaso, Maria L. & Weeks, Melvyn. The
measurement and determination of institutional change:
evidence from transition economies. 24p.
200023 Wright, Stephen. Optimal monetary policy with sticky
nominal debt contracts. 35p.
2001-3 Chadha, Jagjit S. & Nolan, Charles. Supply shocks and the
`natural rate of interest': an exploration. 24p.
2001-2 Darsinos, Theofanis & Satchell, Stephen. Bayesian analysis
of the Black-Scholes option price. 37p.
200030 Hara, Chiaki & Kajii, Atsushi. On the range of the
risk-free interest rate in incomplete markets. 16p.
2001-1 Jamasb, Tooraj & Pollitt, Michael. Benchmarking and
regulation of electricity transmission and distribution
utilities: lessons from international expe. 34p.
2001-4 Lewin, Richard A. & Satchell, Stephen E. The derivation of
a new model of equity duration. 41p.
2001-5 Sancetta, Alessio & Satchell, Stephen E. Bernstein
approximations to the Copula function and portfolio
optimization. 47p.
BANK OF CANADA. Technical Reports.
89 Hogan, Seamus, Johnson, Marianne & Lafleche, Therese. Core
inflation. 0p.
PAGE 9
UNIVERSITY OF CANTERBURY. Department of Economics.
2000-5 Cowan, Robin, et al. Technological accidents: learning from
disaster. 31p.
2000-2 Gordon, Paul & Woodfield, Alan. Negligence `in the air' and
New Zealand's Health and Safety in Employment Act: a law and
economics analysis. 49p.
2001-1 Woodfield, Alan. The underlining game. 38p.
2001-3 Guender, Alfred V. On optimal monetary policy rules and the
role of MCIs in the open economy. 29p.
UNIVERSIDAD CARLOS III de MADRID. Dept. de Economia.
200085 Corchon, Luis C. Monk business: an example of the dynamics
of organizations. 14p.
200088 Desmet, Klaus & Fafchamps, Marcel. The changing spatial
distribution of economic activity across U.S. counties.
26p.
200090 Pascual, Roberto, Escribano, Alvaro & Tapia, Mikel. Adverse
selection costs, trading activity and liquidity in the NYSE:
an empirical analysis in a dynamic context. 37p.
200083 Pettit, L.I., Wiper, M.P. & Young, K.D.S. Bayesian
inference for some Lanchester combat laws. 21p.
CENTRE D'ETUDES PROS. D'ECON MATH APPLIQUEES A LA PLANIFICATION.
2000-8 Boyer, Robert. Deux defis pour le XXIe siecle: discipliner
la finance et organiser l'internationalisation. 32p.
2000-7 Boyer, Robert. The French welfare: an institutional and
historial analysis in European perspective. 87p.
2000-6 Cahuc, Pierre & Zylberberg, Andre. Redundancy payments,
incomplete labor contracts, unemployment and welfare. 20p.
2000-9 Boyer, Robert. The embodied innovative systems of Germany
and Japan: distinctive features and futures. 76p.
2001-1 Duran, Jorge. Discounting long run average growth in
stochastic dynamic programs. 26p.
2001-3 Petit, Pascal & Soete, Luc. Is a biased technological
change fueling dualism?. 30p.
UNIVERSITY OF COPENHAGEN. Centre for Industrial Economics.
2000-9 Amir, Rabah, Evstigneev, Igor & Wooders, John.
Noncooperative R & D and optimal R & D cartels. 33p.
2000-7 Dierker, Egbert, Dierker, Hildegard & Grodal, Birgit.
Nonexistence of constrained efficient equilibria when
markets are incomplete. 15p.
2000-6 Dierker, Egbert, Dierker, Hildegard & Grodal, Birgit.
Objectives of an imperfectly competitive firm: a surplus
approach. 23p.
2000-5 Smith, Valdemar, et al. R & D and productivity in Danish
firms: some empirical evidence. 19p.
2000-8 Wang, Liansheng. A theory of unilateral trade policy. 29p.
200010 Amir, Rabah & Stepanova, Anna. Second mover advantage and
price leadership in Bertrand duopoly. 25p.
PAGE 10
200011 Amir, Rabah & Grilo, Isabel. Strategic complementarity
conditions in Bertrand oligopoly. 7p.
200013 Agrell, Per J., Boggetoft, Peter & Tind, Jorgen.
Multi-period DEA incentive regulation in electricity
distribution. 16p.
200012 Bogetoft, Peter & Olesen, Henrik B. Incentives, information
systems and competition. 11p.
2001-1 Hertzendorf, Mark N. & Overgaard, Per B. Prices as signals
of quality in duopoly. 35p.
2001-3 Mollgaard, H.Peter & Overgaard, Per B. Market transparency
and competition policy. 36p.
2001-2 Orzach, Ram, Overgaard, Per B. & Tauman, Yair. Modest
advertising signals stength. 33p.
2001-4 Schultz, Christian. Transparency and tacit collusion. 27p.
2001-5 Lambertini, Luca & Schultz, Christian. Price or quantity in
tacit collusion. 7p.
UNIVERSITY OF COPENHAGEN. Institute of Economics.
200019 Boom, Jan-Tjeerd & Svendsen, Gert T. The political economy
of international emissions trading scheme choice: empirical
evidence. 52p.
200015 Cres, Herve & Tvede, Mich. Ordering Pareto-optima through
majority voting. 34p.
200018 Grodal, Birgit & Vind, Karl. Walras equilibrium with
coordination. 15p.
200013 Juselius, Katerina & MacDonald, Ronald. Interest rate and
price linkages between the USA and Japan: evidence from the
post-Bretton Woods period. 38p.
200010 Juselius, Katarina & MacDonald, Ronald. International
parity relationships between Germany and the United States:
a joint modelling approach. 54p.
200017 Roy, Jaideep & Serfes, Konstantinos. Strategic choice of
contract length in agriculture. 35p.
200016 Roy, Jaideep. When aspiring and rational agents strive to
coordinate. 29p.
200014 Tvede, Mich & Jensen, Martin K. Endogenous growth and
competitive markets. 13p.
200012 Wang, Liansheng. Growth and North-South wage gap. 28p.
200011 Wang, Liansheng. A theory of unilateral trade policy. 29p.
200020 Hendry, David F. & Juselius, Katarina. Explaining
cointegration analysis, part II. 33p.
COWLES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE UNIVERSITY.
1285 Cantillon, Estelle & Rangel, Antonio. A graphical analysis
of some basic results in social choice. 29p.
1280 Dubey, Pradeep & Haimanko, Ori. Unilateral deviation with
perfect information. 14p.
1282 Nordhaus, William D. Alternative methods for measuring
productivity growth. 16p.
1286 Nordhaus, William D. New data and output concepts for
understanding productivity trends. 32p.
1284 Nordhaus, William D. Productivity growth and the new
economy. 42p.
PAGE 11
1283 Quintos, Carmela E., Fan, Zhenhong & Phillips, Peter C.B.
Structural change in tail behavior and the Asian financial
crisis. 38p.
1287 Barral, Julien & Mandelbrot, Benoit B. Multifractal
products of cylindrical pulses. 34p.
1288 Brown, Donald J. & Wegkamp, Marten H. Weighted minimum
mean-square distance from independence estimation. 31p.
1291 Cantillon, Estelle. Electoral rules and the emergence of
new issue dimensions. 37p.
1290 Kumar, Alok & Shubik, Martin. A computational analysis of
the core of a trading economy with three competitive
equilibria and a finite number of . 24p.
1289 Shubik, Martin. The uses of teaching games in game theory
classes and some experimental games. 15p.
1293 Andrews, Donald W.K. & Sun, Yixiao. Local polynomial
Whittle estimation of long-range dependence. 34p.
1292 Bergemann, Dirk & Hege, Ulrich. The financing of
innovation: learning and stopping. 41p.
1295 Campbell, John Y. & Shiller, Robert J. Valuation ratios and
the long-run stock market outlook: an update. 31p.
1294 Dubra, Juan, Maccheroni, Fabio & Ok, Efe A. Expected
utility theory without the completeness axiom. 12p.
1296 Dubra, Juan & Echenique, Federico. Measurability is not
about information. 11p.
1297 Dubra, Juan & Echenique, Federico. Monotone preferences
over information. 13p.
1298 Fair, Ray C.. Estimates of the effectiveness of monetary
policy. 31p.
1300 Fair, Ray. Is there empirical support for the `modern' view
of macroeconomics?. 24p.
1299 Rust, John & Hall, George. Middle men versus market makers:
a theory of competitive exchange. 48p.
1302 Bergemann, Dirk & Valimaki, Juuso. Entry and vertical
differentiation. 40p.
1304 Dubey, Pradeep, Geanakoplos, John & Shubik, Martin. Default
and punishment in general equilibrium. 46p.
1305 Dubey, Pradeep & Geanakoplos, John. Signalling and default:
Rothschild-Stiglitz reconsidered. 27p.
1301 Tobin, James. Fiscal policy: its macroeconomics in
perspective. 10p.
1307 Bernardo, Antonio E. & Welch, Ivo. On the evolution of
overconfidence and entrepreneurs. 50p.
1313 Geanakoplos, J.D. & Tsomocos, D.P. International finance in
general equilibrium. 49p.
1306 Hirshleifer, David & Welch, Ivo. An economic approach to
the psychology of change: amnesia, inertia, and
impulsiveness. 43p.
1311 Jeffrey, Andrew, et al. Nonparametric estimation of a
multifactor Heath-Harrow-Morton model: an integrated
approach. 47p.
1308 Lieberman, Offer & Phillips, Peter C.B. Second order
expansions for the distribution of the maximum likelihood
estimator of the fractional difference param. 13p.
1312 Morris, Stephen & Shin, Hyun Song. The CNBC effect: welfare
effects of public information. 34p.
PAGE 12
1310 Phillips, Peter C.B. Regression with slowly varying
regressors. 45p.
1309 Yu, Jun & Phillips, Peter C.B. Gaussian estimation of
continuous time models of the short term interest rate.
22p.
1332 Bandi, Federico M. & Phillips, Peter C.B. Fully
nonparametric estimation of scalar diffusion models. 47p.
1323 Bergemann, Dirk & Pesendorfer, Martin. Information
structures in optimal auctions. 47p.
1319 Blume, Larry & Easley, David. If you're so smart, why
aren't you rich? Belief selection in complete and
incomplete markets. 36p.
1315 Dubey, Pradeep & Geanakoplos, John. Insurance contracts
designed by competitive pooling. 38p.
1316 Geanakoplos, John. Liquidity, default and crashes:
endogenous contracts in general equilibrium. 35p.
1314 Geanakoplos, John & Diamond, Peter. Social security
investment in equities I: linear case. 28p.
1321 Hall, George J. Exchange rates and casualties during the
First World War. 34p.
1320 Mandler, Michael. Accessible Pareto-improvements: using
market information to reform inefficiencies. 37p.
1322 Mandler, Michael. Compromises between cardinality and
ordinality in preference theory and social choice. 38p.
1324 Nordhaus, William D. The progress of computing. 51p.
1330 Phillips, Peter C.B. Bootstrapping spurious regression.
42p.
1331 Phillips, Peter C.B., Park, Joon Y. & Chang, Yoosoon.
Nonlinear instrumental variable estimation of an
autoregression. 28p.
1281r Roemer, John E. Does democracy engender equality?. 47p.
1328 Roemer, John E. Egalitarianism against the veil of
ignorance. 27p.
1327 Roemer, John E. Value and politics. 30p.
1326 Roemer, John E. & Veneziani, Roberto. What we owe our
children, they their children.... 41p.
1318 Sun, Ning & Yang, Zaifu. Perfectly fair allocations with
indivisibilities. 17p.
1325 Welch, Ivo. The equity premium consensus forecast
revisited. 14p.
1329 Xiao, Zhijie & Phillips, Peter C.B. A CUSUM test for
cointegration using regression residuals. 21p.
1317 Yang, Zaifu. A practical competitive market model for
indivisible commodities. 9p.
1334 Andrews, Donald W.K. Higher-order improvements of the
parametric bootstrap for Markov processes. 49p.
1337 Berry, Steven, Levinsohn, James & Pakes, Ariel.
Differential products demand systems from a combination of
micro and macro data: the new car market. 33p.
1335 Case, Karl E., Quigley, John M. & Shiller, Robert J.
Comparing wealth effects: the stock market versus the
housing market. 24p.
1333 Karatzas, Ioannis, et al. Inflationary bias in a simple
stochastic economy. 25p.
PAGE 13
1336 Morris, Stephen, Frankel, David M. & Pauzner, Ady.
Equilibrium selection in global games with strategic
complementarities. 62p.
1338 Welch, Ivo & Bris, Arturo. The optimal concentration of
creditors. 42p.
UNIVERSITY OF ESSEX. Department of Economics.
523 Donati, Paola. Indeterminacy in sequential financial market
economies when prices reveal information. 21p.
524 Donati, Paola. Real effect of money when prices reveal
information. 24p.
525 Donati, Paola. What can monetary policy actually do?: an
example of robust observation under model uncertainty. 46p.
526 Kemp, Gordon C.R. Invariance and the Wald test. 13p.
522 Markose, Sheri & Er, Hakan. The Black (1976) effect and
cross market arbitrage in FTSE-100 index futures and
options. 33p.
519 Mutuswami, Suresh. Strategy proof cost sharing of multiple
excludable public goods. 21p.
520 Mutuswami, Suresh. Strategy proof mechanisms for cost
sharing. 23p.
521 Mutuswami, Suresh & Winter, Eyal. Subscription mechanisms
for public goods: the general case. 16p.
527 Richmond, J. Separability and specification tests. 27p.
516 Takii, Katsuya. A barrier to the diffusion of tacit
knowledge. 26p.
518 Takii, Katsuya. Prediction ability and investment under
uncertainty. 30p.
517 Takii, Katsuya. Risk and prediction ability. 32p.
THE MAURICE FALK INSTITUTE FOR ECONOMIC RESEARCH IN ISRAEL.
200012 Lach, Saul. Do R & D subsidies stimulate or displace
private R & D?: evidence from Israel. 36p.
200014 Lach, Saul. Existence and persistence of price dispersion:
an empirical analysis. 25p.
200015 Paserman, M. Daniele & Della Vigna, Stefano. Job search and
hyperbolic discounting. 59p.
2001-1 Genesove, David & Mayer, Christopher. Loss aversion and
seller behavior: evidence from the housing market. 37p.
FEDERAL RESERVE BANK OF ATLANTA. Research Department.
200027 Del Negro, Marco. Asymmetric shocks among U.S. states.
44p.
200026 Del Negro, Marco & Obiols-Homs, Francesc. Has monetary
policy been so bad that it is better to get rid of it? The
case of Mexico. 39p.
200024 Evanoff, Douglas D. & Wall, Larry D. Subordinated debt and
bank capital reform. 76p.
200023 Koch, Timothy W. & Wall, Larry D. The use of accruals to
manage reported earnings: theory and evidence. 33p.
200028 Laing, Derek, Li, Victor E. & Wang, Ping. Inflation, trade
frictions, and productive activity in a multiple-matching
model of money. 40p.
PAGE 14
200025 Wall, Larry D. & Shrikhande, Milind M. Managing the risk of
loans with basis risk: sell, hedge, or do nothing?. 43p.
2001-2 Ginther, Donna K. Does science discriminate against women?:
evidence from academia, 1973-97. 64p.
2001-1 Orrenius, Pia M. & Zavodny, Madeline. Self-selection among
undocumented immigrants from Mexico. 36p.
2001-5 Ackert, Lucy F., Church, Bryan K. & Gillette, Ann B.
Immediate disclosure or secrecy? The release of information
in experimental asset markets. 25p.
2001-9 Akhavein, Jalal, Frame, W. Scott & White, Lawrence J. The
diffusion of financial innovations: an examination of the
adoption of small business credit scoring by large ba. 26p.
2001-4 Black, Harold, Boehm, Thomas P. & De Gennaro, Ramon P. Is
there discrimination in mortage pricing? The case of
overages. 40p.
2001-8 Cyree, Ken B. & De Gennaro, Ramon P. A generalized method
for detecting abnormal returns and changes in systematic
risk. 31p.
2001-6 Frame, W. Scott, Padhi, Michael & Woosley, Lynn. The effect
of credit sorting on small business lending in low- and
moderate income areas. 24p.
200110 Frame, W. Scott, Karels, Gordon V. & McClatchey, Christine.
The effect of the common bond and membership expansion on
credit union risk. 31p.
2001-7 Ginther, Donna K. & Hayes, Kath J. Gender differences in
salary and promotion for faculty in the humanities, 1977 -
1995. 67p.
200111 Evanoff, Douglas D. & Wall, Larry D. Sub-debt yield spreads
as bank risk measures. 37p.
200112 Ginther, Donna K. & Juhn, Chinhui. Employment of women and
demand-side forces. 26p.
200115 Del Guercio, Diane & Tkac, Paula A. Star power: the effect
of Morningstar ratings on mutual fund flows. 47p.
200113 Dwyer, Gerald P. & Hafer, R.W. Bank failures in banking
panics: risky banks or road kill?. 33p.
200114 Rodriguez, Daniel & Zavodny, Madeline. Family structure and
sex difference in post-displacement outcomes. 28p.
200116 Jeske, Karsten. Private international debt with risk of
repudiation. 41p.
200124 Balduzzi, Pierluigi & Robotti, Cesare. Minimum-variance
kernels, economic risk premia, and tests of multi-beta
models. 43p.
200120 Espinosa-Vega, Marco & Russell, Steven. Stability of steady
states in a model of pleasant monetarist arithmetic. 24p.
200123 Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F.
Comparing dynamic equilibrium economies to data. 30p.
200117 Fisher, Lance A., Huh, Hyeon-seung & Tallman, Ellis W.
Permanent income and transitory variation in investment and
output. 29p.
200118 Kahn, Charles M. & Roberds, William. Finality and debt
settlement. 41p.
200121 Kamstra, Mark. Rational exuberance: the fundamentals of
pricing firms, from blue chips to "dot com". 27p.
200119 Orrenius, Pia M. & Zavodny, Madeline. Do amnesty programs
encourage illegal immigration? Evidence from the
Immigration Reform and Control Act (IRCA). 21p.
PAGE 15
200122 Rabanal, Pau & Rubio-Ramirez, Juan F. Nominal versus real
wage rigidities: a Bayesian approach. 47p.
FEDERAL RESERVE BANK OF CHICAGO. Research Department.
200011 Basu, Susanto & Fernald, John. Why is productivity
procyclical? Why do we care?. 86p.
200013 Fernald, John & Rogers, John H. Puzzles in the Chinese
stock market. 34p.
200015 Campbell, Jeffrey R. & Fisher, Jonas D.M. Idiosyncratic
risk and aggregate employment dynamics. 55p.
200022 Ackert, Lucy F. & Hunter, William C. An empirical
examination of the price-dividend realtion with dividend
management. 29p.
200021 Elliott, Robert J., Hunter, William C. & Jamieson, Barbara
M. Financial signal processing: a self calibrating model.
26p.
200020 MacDonald, James M. & Aaronson, Daniel. How do retail
prices react to minimum wage increases?. 40p.
200028 Aaronson, Daniel, et al. Supplier relationships and small
business use of trade credit. 39p.
200027 Aaronson, Daniel & Sullivan, Daniel. Recent evidence on the
relationship between unemployment and wage growth. 25p.
200025 Baxter, Marianne & Kouparitsas, Michael A. What can account
for fluctuations in the terms of trade?. 39p.
200031 Brewer, Elijah, Jackson, William E. & Jagtiani, Julapa A.
Impact of independent directors and the regulatory
environment on bank merger prices: evidence from takeover
activi. 25p.
200026 Croushore, Dean & Evans, Charles L. Data revisions and the
identification of monetary policy shocks. 31p.
200023 Lusardi, Annamaria, Cossa, Richard & Krupka, Erin L.
Savings of young parents. 45p.
200029 Veracierto, Marcelo. What are the short-run effects of
increasing labor market flexibility?. 46p.
200030 Wang, Cheng & Zhou, Ruilin. Equilibrium lending mechanism
and aggregate activity. 37p.
2001-2 Burnside, Craig, Eichenbaum, Martin & Rebelo, Sergio. On
the fiscal implications of twin crises. 38p.
2001-4 Basu, Susanto, Fernald, John G. & Shapiro, Matthew D.
Productivity growth in the 1990s: technology, utilization,
or adjustment?. 59p.
2001-8 Christiano, Lawrence J., Eichenbaum, Martin & Evans, Charles
L. Nominal rigidities and the dynamic effects of a shock to
monetary policy. 47p.
FEDERAL RESERVE BANK OF CLEVELAND. Research Department.
2 Humpage, Owen F. International financial flows and the
current business expansion. 14p.
FEDERAL RESERVE BANK OF DALLAS. Research Department.
2000-6 Dolmas, James F. & Huffman, Gregory H. The dynamics of
immigration policy with wealth-heterogeneous immigrants.
23p.
PAGE 16
2000-5 Orrenius, Pia & Zavodny, Madeline. Self-selection among
undocumented immigrants from Mexico. 35p.
1/2001 Keonig, Evan F. What goes down must come up: understanding
time-variation in the NAIRU. 59p.
2001-2 Brown, Stephen P.A. & Yucel, Mine K. Energy prices and
aggregate economic activity: an interpretative survey. 28p.
2001-3 Orrenius, Pia M. & Zavodny, Madeline. Do amnesty programs
encourage illegal immigration? Evidence from the
Immigration Reform and Control Act (IRCA). 21p.
FEDERAL RESERVE BANK OF KANSAS CITY. Research Division.
2000-1 Rappaport, Jordan. How does openness to capital flows
affect growth?. 37p.
200010 Rappaport, Jordan. Is the speed of convergence constant?.
44p.
FEDERAL RESERVE BANK OF MINNEAPOLIS. Research Department.
283 Phelan, Christopher. Public trust and government betrayal.
21p.
284 Bergoeing, Raphael & Kehoe, Timothy J. Trade theory and
trade facts. 42p.
287 Cole, Harold L. & Kocherlakota, Narayana R. Finite memory
and imperfect monitoring. 20p.
289 Cooper, Russell & Corbae, Dean. Financial collapse and
active monetary policy: a lesson from the Great Depression.
44p.
288 Kocherlakota, Narayana R. Building blocks for barriers to
riches. 25p.
285 Ohanian, Lee E. Why did productivity fall so much during
the Great Depression?. 11p.
286 Schmitz, James A. What determines labor productivity?
Lessons from the dramatic recovery of the U.S. and Canadian
iron-ore industrie. 59p.
291 Atkeson, Andrew & Kehoe, Patrick J. Measuring organization
capital. 35p.
290 Mitchell, Matthew F. Specialization and the skill premium
in the 20th century. 35p.
292 Bergoeing, Raphael, et al. A decade lost and found: Mexico
and Chile in the 1980s. 52p.
293 Golosov, Mikhail, Kocherlakota, Narayana & Tsyvinski, Aleh.
Optimal indirect and capital taxation. 43p.
294 McGrattan, Ellen R. & Prescott, Edward C. The stock market
crash of 1929: Irving Fisher was right!. 37p.
295 Cole, Harold L. & Ohanian, Lee E. The great U.K.
depression: a puzzle and possible resolution. 49p.
297 Atkeson, Andrew & Kehoe, Patrick J. The advantage of
transparent instruments of monetary policy. 39p.
296 Atkeson, Andrew & Kehoe, Patrick J. The transition to a new
economy after the Second Industrial Revolution. 58p.
FED RESERVE BANK OF MPLS-UNIV OF MINN. Inst. for Empirical Macro.
137 Caplin, Andrew & Leahy, John. The social discount rate.
30p.
PAGE 17
138 Caucutt, Elizabeth M., Imrohoroglu, Selahattin & Kumar,
Krishna B. Does the progressivity of taxes matter for
economic growth?. 46p.
139 Walde, Klaus. Capital accumulation in a model of growth and
creative destruction. 19p.
FEDERAL RESERVE BANK OF PHILADELPHIA. Economic Research Division.
200013 Nakamura, Leonard I. Education and training in an era of
creative destruction. 32p.
2001-1 Abel, Andrew B. An exploration of the effects of pessimism
and doubt on asset returns. 28p.
2001-2 Abel, Andrew B. Will bequests attenuate the predicted
meltdown in stock prices when baby boomers retire?. 16p.
2001-3 Mester, Loretta J., Nakamura, Leonard I. & Renault,
Micheline. Checking accounts and bank monitoring. 36p.
2001-4 Carlino, Gerald & Chatterjee, Satyajit. Employment
deconcentration: a new perspective on America's postwar
urban evolution. 33p.
2001-6 Berger, Allen N. & Mester, Loretta J. Explaining the
dramatic changes in performance of U.S. banks: technological
change, deregulation, and dynamic chang. 41p.
2001-5 Khan, Aubhik, King, Robert G. & Wolman, Alexander I.
Optimal monetary policy. 55p.
2001-7 Nakamura, Leonard & Zarazaga, Carlos E.J.M. Banking and
finance in Argentina in the period 1900-35. 47p.
200112 Ball, Laurence & Croushore, Dean. Expectations and the
effects of monetary policy. 28p.
2001-8 Crone, Theodore M., Nakamura, Leonard I. & Voith, Richard.
Measuring American rents: a revisionist history. 44p.
200111 Dedola, Luca & Leduc, Sylvain. A quantitative welfare
analysis of the trade-off between the current regime and
macroeconomic stabilization. 34p.
2001-9 Leduc, Sylvain & Sill, Keith. A quantitative analysis of
oil-price shocks, systematic monetary policy, and economic
downturns. 35p.
200110 Stark, Tom & Croushore, Dean. Forecasting with a real-time
data set for macroeconomists. 46p.
200114 Carlino, Gerald A., Chatterjee, Satyajit & Hunt, Robert.
Knowledge spillovers and the new economy of cities. 25p.
200113 Hunt, Robert M. Patentability, industry structure, and
innovation. 36p.
200115 Nakamura, Leonard I. What is the U.S. gross investment in
intangibles? (At least) one trillion dollars a year!. 41p.
FEDERAL RESERVE BOARD. Finance & Economics Discussion Series.
200050 Bomfin, Antulio N. Pre-announcement effects, news, and
volatility: monetary policy and the stock market. 32p.
200051 Clouse, James, et al. Monetary policy when the nominal
short-term interest rate is zero. 80p.
200052 Dynan, Karen E., Skinner, Jonathan & Zeldes, Stephen P. Do
the rich save more?. 49p.
200053 O'Brien, James M. Estimating the value and interest rate
risk of interest-bearing transactions deposits. 44p.
PAGE 18
2001-3 Berger, Allen N. & DeYoung, Robert. The effects of
geographic expansion on bank efficiency. 42p.
200111 Bomfin, Antulio N. Optimal portfolio allocation in a world
without Treasury securities. 25p.
2001-9 Davis, Morris A. & Palumbo, Michael G. A primer on the
economics and time series econometrics of wealth effects.
62p.
200110 Demiralp, Selva & Jorda, Oscar. The Pavlovian response of
term rates to Fed announcements. 36p.
2001-7 Gilchrist, Simon & Williams, John C. Transition dynamics in
vintage capital models: explaining the postwar catch-up of
Germany and Japan. 28p.
2001-1 Meyer, Laurence H., Swanson, Eric T. & Wieland, Volker W.
NAIRU uncertainty and nonlinear policy rules. 14p.
2001-8 Roberts, John M. Estimates of the productivity trend using
time-varying parameter techniques. 32p.
2001-5 Sakellaris, Plutarchos. Patterns of plant adjustment. 46p.
2001-6 Sakellaris, Plutarchos. Production function estimation with
industry capacity data. 16p.
2001-2 von zur Muehlen, Peter. Activist vs. non-activist monetary
policy: optimal rules under extreme uncertainty ( a primer
on robust control). 28p.
2001-4 Whelen, Karl. Balanced growth revisited: a two-sector model
of economic growth. 32p.
200113 Roberts, John M. How well does the new Keynesian
sticky-price model fit the data?. 42p.
200112 von zur Muehlen, Peter. The effect of past and future
economic fundamentals on spending and pricing behavior in
the FRB/US macroeconomic mo. 20p.
200119 Aaronson, Stephanie. Looking ahead: young men, wage growth,
and labor market participation. 46p.
200116 Amel, Dean F. & Starr-McCluer, Martha. Market definition in
banking: recent evidence. 26p.
200115 Bakshi, Gurdip, Madan, Dilip & Zhang, Frank. Investigating
the sources of default risk: lessons from empirically
evaluating credit risk models. 52p.
200123 Dynan, Karen E. & Maki, Dean M. Does stock market wealth
matter for consumption?. 43p.
200118 Fallick, Bruce C. & Fleischman, Charles A. The importance
of employer-to-employer flows in the U.S. labor market.
42p.
200117 Gibson, Michael S. Incorporating event risk into
value-at-risk. 34p.
200122 Hancock, Diana & Kwast, Myron L. Using subordinated debt to
monitor bank holding companies: is it feasible?. 50p.
200124 Lange, Joe, Sack, Brian & Whitesell, William. Anticipations
of monetary policy in financial markets. 36p.
200121 Maki, Dean M. & Palumbo, Michael G. Disentangling the
wealth effect: a cohort analysis of household saving in the
1990s. 38p.
2001-4 Rigobon, Roberto & Sack, Brian. Measuring the reaction of
monetary policy to the stock market. 30p.
200120 Sakellaris, Plutarchos & Wilson, Daniel J. The
production-side approach to estimating embodied technical
change. 62p.
PAGE 19
200129 Eudey, Gwen & Molico, Miguel. Production synergies,
technology adoption, unemployment, and wages. 20p.
200125 Fleischman, Charles A. & Gallin, Joshua. Employment
persistence. 31p.
200126 Passmore, Wayne, Sparks, Roger & Ingpen, Jamie. GSEs,
mortgage rates, and the long-run effects of mortgage
securitization. 32p.
200127 Pritsker, Matthew. The hidden dangers of historical
simulation. 61p.
200130 Rudd, Jeremy & Whelan, Karl. New test of the New-Keynesian
Phillips curve. 30p.
200128 Zhou, Hao. Jump-diffusion term structure and Ito
conditional moment generator. 34p.
200134 Berger, Allen N., Klapper, Leora F. & Udell, Gregory F. The
ability of banks to lend to informationally opaque small
businesses. 46p.
200135 Berger, Allen N., Goldberg, Lawrence G. & White, Lawrence J.
The effects of dynamic changes in bank competition on the
supply of small business credit. 29p.
200136 Berger, Allen N. & Udell, Gregory F. Small business credit
availability and relationship lending: the importance of
bank organizational structure. 34p.
200131 Berkowitz, Jeremy & O'Brien, James. How accurate are
value-at-risk models at commercial banks?. 27p.
200133 De Nicolo, Gianni & Kwast, Myron L. Systemic risk and
financial consolidation: are they related?. 27p.
200132 Sharpe, Steven A. Reexamining stock valuation and
inflation: the implications of analysts' earnings forecasts.
38p.
200137 Bakshi, Gurdip, Madan, Dilip & Zhang, Frank. Recovery in
default risk modelling: theoretical foundations and
empirical applications. 37p.
200140 Cummins, Jason G. & Nyman, Ingmar. Optimal investment with
fixed refinancing costs. 31p.
200138 Hannan, Timothy H., et al. To surcharge or not to
surcharge: an empirical investigation of ATM pricing. 32p.
200139 Levin, Andrew, Wieland, Volker & Williams, John C. The
performance of forecast-based monetary policy rules under
model uncertainty. 44p.
200146 Bansal, Ravi & Zhou, Hao. Term structure of interest rates
with regime shifts. 57p.
200149 Bollerslev, Tim & Zhou, Hao. Estimating stochastic
volatility using conditional moments of integrated
volatility. 44p.
200153 Bomfin, Antulio N. Measuring equilibrium real interest
rates: what can we learn from yields on indexed bonds?.
25p.
200150 Bomfin, Antulio N. Understanding credit derivatives and
their potential to synthesize riskless assets. 30p.
200151 Carlson, Mark. Are branch banks better survivors? Evidence
from the Depression Era. 38p.
200154 Coenen, Gunter, Levin, Andrew & Wieland, Volker. Data
uncertainty and the role of money as an information variable
for monetary policy. 58p.
PAGE 20
200142 Durham, J. Benson. The effect of monetary policy on monthly
and quarterly stock market returns: cross-country evidence
and sensitivity. 41p.
200147 Durham, J. Benson. Sacrifice ratios and monetary policy
credibility: do smaller budget deficits, inflation-indexed
debt, and inflation. 61p.
200152 Dynan, Karen E. & Elmendorf, Douglas. Do provincial
estimates of output miss economic turning points?. 51p.
200145 Erceg, Christopher J & Levin, Andrew T. Imperfect
credibility and inflation persistence. 32p.
200144 French, Mark W. Estimating changes in trend growth of total
factor productivity: Kalman and H-P filters versus a
Markov-switching f. 38p.
200143 Hannan, Timothy H. & Prager, Robin A. The competitive
implications of multimarket bank branching. 33p.
200141 Kiley, Michael T. An analytical approach to the welfare
cost of business cycles and the benefit from activist
monetary policy. 30p.
FEDERAL RESERVE BOARD. International Finance Papers.
691 Ahearne, Alan G., Griever, William L. & Warnock, Francis E.
Information costs and home bias: an analysis of U.S.
holdings of foreign equities. 44p.
689 DeNicolo, Gianni. Size, charter value and risk in banking:
an international perspective. 42p.
687 Ericsson, Neil R., Irons, John S. & Tryon, Ralph W. Output
and inflation in the long run. 22p.
690 Faust, Jon, Rogers, John H. & Wright, Jonathan H. News and
noise in G-7 GDP announcements. 22p.
692 Freund, Carolina L. Current account adjustment in
industralized countries. 31p.
688 Warnock, Francis E. & Mason, Molly. The geography of
capital flows: what we can learn from benchmark surveys of
foreign equity holdings. 27p.
693 Freund, Caroline L. & Weinhold, Diana. On the effects of
the internet on international trade. 42p.
697 Ericsson, Neil R. Forecast uncertainty in economic
modeling. 23p.
695 Ericsson, Neil R. Predictable uncertainty in economic
forecasting. 28p.
700 Ericsson, Neil R., Maasoumi, Esfandiar & Mizon, Grayham E.
A retrospective on J. Denis Sargan and his contributions to
econometrics. 25p.
694 Gramlich, Edward M. & Wood, Paul R. Fiscal federalism and
European integration: implications for fiscal and monetary
policies. 24p.
696 Kim, Jinill, Kim, Sunghyun Henry & Levin, Andrew. Patience,
persistence and welfare costs of incomplete markets in open
economies. 28p.
698 Rogers, John H. & Smith, Hayden P. Border effects within
the NAFTA countries. 36p.
699 Rogers, John H. Price level convergences, relative prices,
and inflation in Europe. 36p.
PAGE 21
701 Haltmaier, Jane. The use of cyclical indicators in
estimating the output gap in Japan. 28p.
703 Kim, Chang-Jin, Piger, Jeremy & Startz, Richard. Permanent
and transitory components of business cycles: their relative
importance and dynamic relationship. 43p.
702 Warnock, Francis E. Home bias and high turnover
reconsidered. 15p.
704 Gagnon, Joseph E. & Ihrig, Jane. Monetary policy and
exchange rate pass-through. 33p.
708 Edison, Hali J. & Warnock, Francis E. A simple measure of
the intensity of capital controls. 31p.
705 Faust, Jon, Rogers, John H. & Wright, Jonathan H. An
empirical comparison of Bundesbank and ECB monetary policy
rules. 23p.
709 Ihrig, Jane. Exchange-rate exposure of multinationals:
focusing on exchange-rate issues. 20p.
707 Kim, Chang-Jin, Nelson, Charles & Piger, Jeremy. The less
volatile U.S. economy: a Bayesian investigation of timing,
breadth, and potential explanations. 46p.
710 Schindler, John W. Testing optimality in job search models.
38p.
706 Weinberg, Steven A. Interpreting the volatility smile: an
examination of the information content of option prices.
43p.
711 Kamin, Steven B., Schindler, John W. & Samuel, Shawna L.
The contribution of domestic and external factors to
emerging market devaluation crises: an early warning systems
a. 54p.
712 Roush, Jennifer E. Evidence uncovered: long-term interest
rates, monetary policy, and the expectations theory. 49p.
713 Berger, Brett D. Convergence in neoclassical vintage
capital growth models. 51p.
FEDERAL TRADE COMMISSION. Bureau of Economics.
235 Wickelgren, Abraham L. The effect of exit on entry
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236 Yun, John M. Publicity and the optimal punitive damage
multiplier. 29p.
237 Simpson, John. Geographic markets in hospital mergers: a
case study. 25p.
238 Reiffen, David. Targeted consumer information and prices:
the private and social gains to matching consumers with
products. 32p.
240 Taylor, Christopher T. The economic effects of withdrawn
antidumping investigations: is there evidence of collusive
settlements?. 28p.
239 Wickelgren, Abraham L. Moral hazard, mergers, and market
power. 31p.
241 Simpson, John & Wickelgren, Abraham L. The use of exclusive
contracts to deter entry. 25p.
242 Thomas, Charles J. Collusion and optimal reserve prices in
repeated procurement auctions. 32p.
243 Pautler, Paul A. Evidence on mergers and acquisitions.
80p.
PAGE 22
HEBREW UNIV. Center for Rationality & Interactive Decision Theory.
229 Bar-Hilell, Maya. Subjective probability judgements. 12p.
233 Blarer, Albert, Keaser, Tamar & Shmida, Avi. Possible
mechanisms for the formation of flower size preferences by
foraging bumblebees. 18p.
232 Peleg, Bezalel & Winter, Eyal. Constitutional
implementation. 22p.
230 Seshadri, Sridhar & Shapira, Zur. Managerial allocation of
time and effort. 35p.
227 Shapira, Zur. Aspiration levels and risk taking by
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228 Simon, Robert S. The common prior assumption in belief
spaces: an example. 23p.
231 Sudholter, Peter & Peleg, Bezalel. The positive prekernel
of a cooperative game. 18p.
238 Abbink, Klaus, et al. The fisherman's problem: exploring
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in a simple game. 21p.
236 Assaf, David, Goldstein, Larry & Samuel-Cahn, Ester. Ratio
prophet inequalities when the mortal has several choices.
14p.
235 Falk, Ruma & Samuel-Cahn, Ester. Lewis Carroll's obtuse
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234 Hart, Sergiu. Values of perfectly competitive economies.
21p.
239 Neeman, Zvika & Vulkan, Nir. Markets versus negotiations:
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237 Venezia, Itzhak, Galai, Dan & Shapira, Zur. Exclusive vs.
independent agents: a separating equilibrium approach. 23p.
260 Aumann, Robert J. The rationale for measurability. 4p.
257 Hon-Snir, Shlomit. Utility equivalence in auctions. 17p.
259 Neyman, Abraham & Sorin, Sylvain. Zero-sum two-person
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256 Peleg, Bezalel & Sudholter, Peter. The dummy paradox of the
bargaining set. 4p.
258 Peleg, Bezalel, Peters, Hans & Storcken, Ton. Nash
consistent representation of constitutions: a reaction to
the Gibbard paradox. 29p.
HEBREW UNIVERSITY. Department of Economics.
11 Cardak, Buly A. Education vouchers, growth and income
inequality. 55p.
HITOTSUBASHI UNIVERSITY. Institute for Economic Research.
395 Cha, Myung Soo. Did Korekiyo Takahashi rescue Japan from
the Great Depression?. 28p.
394 Fukao, Kyoji & Ito, Keiko. Foreign direct investment and
service trade: the case of Japan. 55p.
399 Kim, Jaehong. Incentive monopoly regulation with entry.
19p.
PAGE 23
398 Kim, Jaehong. Limit pricing through entry regulation. 18p.
396 Yoshihara, Naoki. Characterizations of bargaining solutions
in production economies with unequal skills. 31p.
397 Yoshihara, Naoki. On efficient and procedurally-fair
equilibrium allocations in sharing games. 21p.
405 Amsden, Alice H. & Suzumura, Kotaro. An interview with
Miyohei Shinohara: non-conformism in Japanese economic
thought. 25p.
408 Cha, Myung Soo. The origins of the Japanese banking panic
of 1927. 46p.
401 Kim, Iljoong & Kim, Jaehong. Lawsuit as a signaling game
under asymmetric information: a continuum types model. 24p.
400 Kim, Iljoong & Kim, Jaehong. Litigation selection as a
signal under asymmetric information: a two-type model with
alternating bargaining offers. 20p.
402 Kim, Jaehong. Excess entry, entry regulation, and entrant's
incentive. 19p.
404 Kim, Jaehong. Incumbent's incentive under network
externalities. 23p.
403 Kim, Jaehong. Signaling rather than incentive mechanism for
entry regulation. 15p.
407 Kiyokawa, Yukihiko. An analysis of labor quality in the
unorganized sector: does the "strong religion" disturb labor
management?. 33p.
406 Kurosaki, Takashi. Specialization and diversification in
agricultural transformation: the case of rural Punjab, c.
1900-1995. 44p.
409 Yoshihara, Naoki. Solidarity and the Nash bargaining
solution. 14p.
413 Islamov, Bakhtior. Central Asia: problems of external debt
and its sustainability. 37p.
414 Narayanan, K. Liberalisation and the differential conduct
and performance of firms: a study of the Indian automobile
sector. 32p.
412 Rollings, Neil. Modernisation by consensus: the impact of
the policy process on British economic policy 1945-64. 20p.
UNIVERSITY OF ICELAND. Faculty of Economics & Business Admin.
200017 Booth, Alison L. & Zoega, Gylfi. Why do firms invest in
general training? `Good' firms and `bad' firms as a source
of monopsony power. 32p.
2000-6 Buiter, Willem H. Is Iceland an optimal currency area?.
26p.
200010 Gylfason, Thorvaldur. Natural resources, education and
economic development. 10p.
200012 Matthiasson, Thorolfur. Changing rules for regulation of
Icelandic fisheries. 31p.
200011 Tomasson, Helgi. Signal-noise decomposition in financial
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infrequent trading. 97p.
2000-9 Gylfason, Thorvaldur. Fix or flex?: alternative exchange
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2000-8 Hochreiter, Eduard. Exchange rate regimes and capital
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European applicant cou. 24p.
PAGE 24
200013 Tumusiime-Mutebile, E. Economic reforms and their impact in
Uganda. 18p.
INSTITUT NATIONAL DE LA STATISTIQUE ET DES ETUDES ECONOMIQUES.
200039 Cardot, Herve, et al. Testing hypotheses in the functional
linear model. 16p.
200034 Carrasco, Marine. Chi-square tests when a nuissance
parameter is present only under the alternative. 37p.
200033 Carrasco, Marine & Florens, J.P. Efficient GMM estimation
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200036 Druilhet, Pierre & Bailey, R.A. Optimality of
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200036 Lardjane, Salim. Quantifying sensitivity to initial
conditions for one-dimensional dynamical systems. 16p.
200037 Linnemer, Laurent. Quality signaling of a durable
experience good in the presence of informed consumers. 17p.
200038 Mas, Andre. Weak convergence for the covariance operators
of a Hilbertian linear process. 20p.
200040 Darolles, S. & Serot, I. Empirical local time for processes
observed on a grid. 19p.
200041 Jullien, B., Salanie, B. & Salanie, F. Screening
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200042 Linnemer, L. When backward integration by a dominant firm
improves welfare. 25p.
200048 Baranes, Edmond & Tropeano, Jean-Philippe. Why are
technological spillovers spatially bounded? A theoretical
approach. 27p.
200055 Bouchard, Bruno. Exponential hedging and pricing under
proportional transaction costs. 26p.
200054 Bouchard, Bruno. A note on the utility based option pricing
with proportional transaction costs under large risk
aversion. 16p.
200053 Bouchard, Bruno. Stochastic targets with mixed diffusion
processes and viscosity solutions. 34p.
200043 Casella, George, Lavine, Michael & Robert, Christian P.
Explaining the perfect sampler. 17p.
200044 Casella, George, Robert, Christian P. & Wells, Martin T.
Rao-Blackwellization of generalized accept-reject schemes.
9p.
200045 Chopin, Nicolas. A sequential particle filter method for
static models. 25p.
200047 Francq, Christian & Zakoian, Jean-Michel. Estimating
stochastic volatility models: a new approach based on ARMA
representations. 26p.
200057 Garcia, Rene, Luger, Richard & Renault, Eric. Asymmetric
smiles, leverage effects and structural parameters. 50p.
200056 Garcia, Rene, Luger, Richard & Renault, Eric. Empirical
assessment of an intertemporal option pricing model with
latest variables. 35p.
200046 Hristache, Marian, Juditsky, Anatoli & Spokoiny, Vladimir.
Direct estimation of the index coefficient in a
single-index. 29p.
200051 Lemel, Yannick & Rainwater, Lee. The age and gender
components of social status in France: first results. 23p.
PAGE 25
200061 Couralet, P.E. Child labor and economic growth. 26p.
2001-3 Dauxois, J.Y. & Kirmani, S.N.U.A. Testing the proportional
odds model under random censoring. 10p.
200060 Dhaene, G. & Scaillet, O. Reversed score and likelihood
ratio tests. 16p.
2001-4 Essafi, C. Afsa. Housing benefit and the labour supply:
evidence from the French minimum income program. 26p.
2001-2 Poret, S. The illicit drug market: paradoxical effects of
law enforcement policies. 30p.
200059 Progent, J.L., Renault, O. & Scaillet, O. An empirical
investigation in credit spread indices. 35p.
200112 Bertrand, Marianne & Kramarz, Francis. Does entry
regulation hinder job creation? Evidence from the French
retail industry. 46p.
2001-8 Cogneau, Denis & Maurin, Eric. Parental income and school
attendance in a low-income country: a semi-parametric
analysis. 34p.
2001-5 Dabo-Niang, Sophie. Density estimation in infinite
dimensional space: application to processes of diffusion
type. 31p.
200110 Fermanian, Jean-David. Nonparametric estimation of
competing risks models with covariates. 22p.
200113 Fermanian, Jean-David & Salanie, Bernard. A nonparametric
simulated maximum likelihood estimation method. 20p.
2001-7 Givord, Pauline & Maurin, Eric. Changes in job stability
and their causes: an empirical analysis method applied to
France 1982-2000. 40p.
2001-6 Mas, Andre & Menneteau, Ludovic. Large and moderate
deviations principles for infinite dimensional
autoregressive processes. 22p.
2001-9 Maurin, Eric & Thesmar, David. Change in the functional
structure of firms and the demand for skill. 48p.
200114 Thesmar, David. The governance of subsidiaries: how
pyramidal ownership magnifies the separation of ownership
and control. 29p.
200120 Darolles, S., Gourieroux, C. & Jasiak, J. Compound
autoregressive models. 55p.
200115 Gilbert, Lucie, Kamionka, Thierry & Lacroix, Guy. The
impact of government-sponsored training programs on the
labor market transition of disadvantaged men. 37p.
200121 Hristache, M., et al. Structure adaptive approach for
dimension reduction. 26p.
200118 Lescourret, Laurence & Foucault, Thierry. Information
sharing, liquidity and transaction costs in floor-based
trading systems. 34p.
200122 Malinvaud, E. An aggregation problem: the demand for
unskilled labour. 17p.
200116 Margolis, David N. & Salvanes, Kjell G. Do firms really
share rents with their workers?. 37p.
200119 Veredas, David, Rodriguez-Poo, Juan & Espasa, Antoni. On
the (intradaily) seasonality and dynamics of a financial
point process: a semiparametric approach. 30p.
2001-1 Calvet, Laurent, Grandmont, Jean-M. & Lemaire, Isabelle.
Aggregation of heterogenous beliefs and asset pricing in
complete financial markets. 66p.
PAGE 26
2001-2 Chone, Philippe & Laroque, Guy. Optimal incentives for
labor force participation. 26p.
200127 Diaye, Marc A., Gardes, Francois & Starzec, Christophe. The
world according to GARP: non-parametric tests of demand
theory and rational behavior. 33p.
200126 Druilhet, Pierre. Conditions for optimality in experimental
designs. 12p.
200123 Fagart, Marie C., Fombaron, Nathalie & Jeleva, Maglena.
Risk mutualization and competition in the insurance market.
37p.
200032 Francq, Christian & Zakoian, Jean M. Stationarity of
multivariate Markov-switching ARMA models. 26p.
INSTITUTO DE ESTUDIOS ECONOMICOS DE GALICIA PEDRO BARRIE de la MAZA
49 Esteban, Joan & Ray, Debraj. Inequality, public allocation
and development: a characterization of equilibria. 37p.
48 Esteban, Joan & Ray, Debraj. Inequality, public allocation
and development: conflictual and allocative losses. 29p.
UNIVERSITY OF IOWA. Department of Economics.
2000-4 Horowitz, Joel L & Spokoiny, Vladimir G. An adaptive,
rate-optimal test of linearity for median regression models.
33p.
IOWA STATE UNIVERSITY. Department of Economics.
340 Huffman, Wallace E. & Feridhanusetyawan, Tubagus.
Migration, fixed costs, and location-specific amenities: a
hazard rate analysis. 35p.
339 Li, Yang & Huffman, Wallace E. Return migration as an
individual's optimal utility maximizing behavior. 49p.
55 Pingle, Mark & Tesfatsion, Leigh. Non-employment benefits
and the evolution of worker-employer cooperation:
experiments with real and computational a. 52p.
54 Bhattacharya, Joydeep & Haslag, Joseph H. On the use of the
inflation tax when non-distortionary taxes are available.
18p.
346 Bhattacharya, Joydeep & Kudoh, Noritaka. Tight money
policies and inflation revisited. 36p.
BANCA DE ITALIA. Research Department.
377 Altissimo, Filippo, Marchetti, Domenico J. & Oneto, Gian
Paolo. The Italian business cycle: coincident and leading
indicators and some stylized facts. 126p.
380 Angelini, Paolo & Cetorelli, Nicola. Bank competition and
regulatory reform: the case of the Italian banking industry.
49p.
379 Atkinson, A.B. & Brandolini, Andrea. Promise and pitfalls
in the use of "secondary" data-sets: income inequality in
OECD countries. 57p.
385 Busetti, Fabio. Testing for stochastic trends in series
with structural breaks. 39p.
PAGE 27
382 Ferraguto, Giuseppe & Pagano, Patrizio. Endogenous growth
with intertemporally dependent preferences. 47p.
381 Focarelli, Dario & Pozzolo, Alberto F. The determinants of
cross-border bank shareholdings: an analysis with bank level
data from OECD countries. 48p.
378 Fornari, Fabio & Pericoli, Marcello. Stock values and
fundamentals: link or irrationality?. 37p.
384 Guiso, Luigi, et al. Will a common European monetary policy
have asymmetric effects?. 39p.
386 Lippi, Francesco. Revisiting the case for a populist
central banker. 18p.
383 Michelacci, C. & Zaffaroni, P. (Fractional) beta
convergence. 48p.
387 De Bonis, Riccardo & Ferrano, Annalisa. The multimarket
contacts theory: an application to Italian banks. 37p.
389 Dedola, Luca & Lippi, Francesco. The monetary transmission
mechanism: evidence from the industries of five OECD
countries. 46p.
391 Sbracia, Massimo & Zaghini, Andrea. Expectations and
information in second generation currency crises models.
32p.
400 Cipollone, Piero. Is the Italian labour market segmented?.
44p.
396 Formari, Fabio & Mele, Antonio. Recovering the probability
density function of asset prices using GARCH as diffusion
approximations. 39p.
397 Fornari, Fabio & Mele, Antonio. A simple approach to the
estimation of continuous time CEV stochastic volatility
models of the short-term rate. 68p.
401 Giordano, Raffaela. Optimal debt maturity under EMU. 30p.
399 Grande, Giuseppe & Ventura, Luigi. Labor income and risky
assets under market incompleteness: evidence from Italian
data. 35p.
392 Marchetti, Domenico J. & Nucci, Francesco. Unobserved
factor utilization, technology shocks and business cycles.
44p.
394 Pagano, Patrizio & Schivardi, Fabiano. Firm size
distribution and growth. 47p.
393 Panetta, Fabio. The stability of the relation between the
stock market and macroeconomic forces. 45p.
395 Siviero, Stefano & Terlizzese, Daniele. Macroeconomic
forecasting: debunking a few old wives' tales. 45p.
410 Bentivogli, Chiara & Monti, Paola. International
transmission via trade links: theoretically consistent
indicators of interdependence for Latin Americ. 41p.
404 Bonaccorsi di Patti, Emilia & Gobbi, Giorgio. The effects
of bank consolidation and market entry on small business
lending. 37p.
406 Carnazza, Paolo & Parigi, Giuseppe. The evolution of
confidence for European consumers and businesses in France,
Germany and Italy. 35p.
408 Corsetti, Giancarlo, Pericoli, Marcello & Sbracia, Massimo.
Correlation analysis of financial contagion: what one should
know before running a test. 47p.
PAGE 28
403 de Blasio, Guido & Mini, Federico. Seasonality and
capacity: an application to Italy. 48p.
405 Dedola, Luva, Gaiotti, Eugenio & Silipo, Luca. Money demand
in the Euro area: do national differences matter?. 54p.
407 Pericoli, Marcello & Sbracia, Massimo. A primer on
financial contagion. 46p.
409 Sbracia, Massimo & Zaghini, Andrea. The role of the banking
system in the international transmission of shocks. 40p.
LA TROBE UNIVERSITY. Department of Economics.
200015 Coxhead, Ian & Jayasuria, Sisira. Economic growth,
development policy and the environment in the Philippines.
39p.
200016 Prentice, David. Estimating a differentiated products model
with a discrete/continuous choice and limited data. 28p.
2000-9 D'Souza, Clare, Lim, Selena & Hewarathna, Ramya. Gender
impact on women entrepreneurs: a cultural analysis. 16p.
200017 Magnani, Elisabetta & Prentice, David. Did globalization
reduce unionization? Evidence from U.S. manufacturing.
24p.
2001-2 Hewitson, Gillian. Robinson Crusoe in the family: feminist
economics and "Lost in Space". 18p.
2001-1 Hewitson, Gillian. A survey of feminist economics. 52p.
UNIVERSITE DE LAUSANNE. Dept. d'Econometrie d' Econ. Politique.
200026 Abul Naga, Ramses H. & Bolzani, Enrico. Poverty and
permanent income: a methodology for cross-section data.
41p.
200023 Brulhart, Marius & Trionfetti, Federico. Public expenditure
and international specialisation. 43p.
200027 Butler, Monika. The political feasibility of increasing
retirement age: lessons from a ballot on female retirement
age. 35p.
2001-3 Lambelet, Jean-Christian. A critical evaluation of the
Bergier report on "Switzerland and refugees during the Nazi
Era," with a new analysis . 76p.
200024 Neven, Damien J. & Roller, Lars-Hendrik. Consumer surplus
vs. welfare standard in a political economy model of merger
control. 27p.
200025 Neven, Damien J. & Roller, Lars-Hendrik. The scope of
conflict in international merger control. 14p.
2001-2 Perotti, Enrico C. & von Thadden, Ernst-Ludwig. Outside
finance, dominant investors and strategic transparency.
35p.
2001-5 Abul Naga, Ramses H. Biases of the ordinary least squares
and instrumental variables estimators of the
intergenerational earnings correl. 18p.
2001-8 Adjaoute, Kpate & Danthine, Jean-Pierre. Portfolio
diversification: alive and well in Euroland!. 17p.
2001-7 Butler, Monika & Harms, Philipp. Old folks and spoiled
brats: why the baby boomers' saving crisis need not be that
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PAGE 29
LONDON SCHOOL OF ECONOMICS. ICERD-Devel. Econ. Discussion Series.
23 Matsuyama, Kiminori. The rise of mass consumption
societies. 62p.
28 Besley, Timothy & Burgess, Robin. The political economy of
government responsiveness: theory and evidence from India.
42p.
29 Burgess, Robin & Zhuang, Juzhong. Modernisation and son
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LONDON SCHOOL OF ECONOMICS. Financial Markets Group.
359 Burkart, Mike & Wallner, Klaus. Club enlargement: early
versus late admittance. 43p.
365 Cunat, Vicente. Trade credit: suppliers as debt collectors
and insurance providers. 42p.
362 Ericsson, Jan & Renault, Olivier. Liquidity and credit
risk. 53p.
361 Hellwig, Christian. Public information, private information
and the multiplicity of equilibria in coordination games.
25p.
360 Perez-Quiros, Gabriel & Timmermann, Allan. Business cycle
asymmetries in stock returns: evidence from higher order
moments and conditional densities. 45p.
364 Prigent, Jean-Luc, Renault, Olivier & Scaillet, Olivier. An
autoregressive conditional binomial option pricing model.
22p.
363 Prigent, Jean-Luc, Renault, Olivier & Scaillet, Olivier. An
empirical investigation in credit spread indices. 32p.
367 Brown, Ward & Haegler, Urs. Financing constraints and
inventories. 31p.
366 Haegler, Urs. Recursive mechanisms and costly storage
audits to insure privately informed agents. 31p.
376 Anderson, Ronald W. & Nyborg, Kjell G. Financing and
corporate growth under repeated moral hazard. 35p.
378 Burkart, Mike & Panunzi, Fausto. Agency conflicts,
ownership concentraion, and legal shareholder protection.
31p.
369 Coco, Giuseppe & de Meza, David. In denfence of usury laws.
28p.
370 Conner, Gregory. A structural GARCH model of daily equity
return volatility. 26p.
379 Connor, Gregory & Sehgal, Sanjay. Tests of the Fama and
French model of India. 23p.
372 Corsetti, Giancarlo, et al. Does one Soros make a
difference? A theory of currency crises with large and
small traders. 31p.
368 Ellul, Andrew. The dealers ride again: volatility and order
flow dynamics in a hybrid market. 51p.
374 Goodhart, Charles & Krueger, Malte. The impact of
technology on cash usage. 58p.
377 Goodhart, Charles, Schoenmaker, Dirk & Dasgupta, Paolo. The
skill profile of central bankers and supervisors. 23p.
PAGE 30
381 Gottardi, Piero & Rahi, Rahit. Efficiency properties of
rational expectations equilibria with asymmetric
information. 45p.
382 Hodgson, Douglas J., Linton, Oliver & Vorkink, Keith.
Testing the capital asset pricing model efficiently under
elliptical symmetry: a semiparametric approach. 33p.
383 Linton, Oliver & Shintani, Motosugu. Is there chaos in the
world economy? A nonparametric test using consistent
standard errors. 38p.
373 Morris, Stephen & Shin, Hyun Song. Coordination risk and
the price of debt. 24p.
375 Ortalo-Magne, Francois & Rady, Sven. Housing market
dynamics: on the contribution of income shocks and credit
constraints. 48p.
380 Sentana, Enrique. Mean-variance portfolio allocation with a
value at risk constraint. 17p.
371 Shin, Hyun Song. Disclosures and asset returns. 30p.
389 Anderson, Ronald W. & Nyborg, Kjell G. Financial
evelopment, agency and the pact of adoption of new
techniques. 29p.
384 Calzolari, Giorgio, Fiorentini, Gabriele & Sentana, Enrique.
Constrained indirect inference estimation. 75p.
388 Carletti, Elena. The structure of bank relationships,
endogenous monitoring and loan rates. 40p.
386 Gautier, Axel & Heider, Florian. What do internet capital
markets do?: redistribution vs. incentives. 33p.
387 Heider, Florian. Signalling with debt and equity: a
unifying approach and its implications for the pecking-order
hypothesis and comp. 29p.
385 Jeffrey, Andrew, Linton, Oliver & Nguyen, Thong. Flexible
term structure estimation: which method is preferred?. 41p.
390 Shin, Hyun Song, Hayes, Simon & Gai, Prasanna. Crisis costs
and debtor discipline: the efficacy of public policy in
sovereign debt. 24p.
395 Bar-Isaac, Heski. Self-confidence and survival. 42p.
394 Danielsson, Jon, Shin, Hyun Song & Zigrand, Jean-Pierre.
Asset price dynamics with value-at-risk constrained traders.
30p.
393 Danielsson, Jon & Zigrand, Jean-Pierre. What happens when
you regulate risk? Evidence from a simple equilibrium
model. 41p.
391 Webb, David & de Meza, David. Saving eliminates credit
rationing. 17p.
392 Zigrand, Jean-Pierre. Rational limits to arbitrage. 29p.
LONDON SCHOOL OF ECONOMICS. Int'l. Centre for Econ & Related Disc.
407 Anderlini, Luca & Felli, Leonardo. Bounded rationality and
incomplete contracts. 37p.
405 Horsley, Anthony & Wrobel, Andrew J. Efficiency rents of
pumped-storage plants and their uses for operation and
investment decisions. 32p.
404 Levy, Gilat. Strategic consultation in the presence of
career concerns. 39p.
PAGE 31
409 Anderlini, Luca & Felli, Leonardo. Transaction costs and
the robustness of the Coase theorem. 35p.
413 Bai, Chong-En & Xu, Chenggang. Ownership, incentives, and
monitoring. 34p.
412 Bolton, Patrick & Xu, Chenggang. Ownership and managerial
competition: employee, customer, or outside ownership. 39p.
414 Felli, Leonardo & Roberts, Kevin. Does competition solve
the hold-up problem?. 59p.
417 Horsley, Anthony & Wrobel, Andrew J. Continuity of the
equilibrium price density and its uses in peak-load pricing.
46p.
428 Bar-Isaac, Heski. Self-confidence and survival. 43p.
UNIVERSITY COLLEGE LONDON. Department of Economics.
200012 Acemoglu, Daron, Aghion, Philippe & Violante, Giovanni L.
Deunionization, technical change and inequality. 46p.
2000-8 Acemoglu, Daron & Newman, Andrew F. The labour market and
corporate structure. 32p.
200011 Aghion, Philippe, Howitt, Peter & Violante, Giovanni L.
General purpose technology and within-group wage inequality.
42p.
200014 Albano, Gian Luigi. A class of all-pay auctions with
affiliated information. 9p.
200015 Albano, Gian Luigi & Jouneau-Sion, Frederic. A Bayesian
approach to the econometrics of English auctions. 15p.
200013 Albano, Gian Luigi, Germano, Fabrizio & Lovo, Stefano. A
comparison of standard multi-unit auctions with synergies.
7p.
200010 Albano, Gian Luigi & Lizzeri, Alessandro. Strategic
certification and provision of quality. 24p.
2000-7 Altissimo, Filippo & Violante, Giovanni L. The nonlinear
dynamics of output and unemployment in the U.S. 41p.
2000-5 Binmore, Ken, Swierzbinski, Joe & Proulx, Chris. Does
minimax work? An experimental study. 43p.
2000-9 Garibaldi, Pietro & Violante, Giovanni L. Severance
payments in search economies with limited bonding. 26p.
200016 Inderst, Roman. Bargaining with a possible committed
seller. 38p.
200017 Inderst, Roman. Decentralized markets with adverse
selection. 39p.
200018 Inderst, Roman & Laux, Christian. Internal competitions for
corporate financial resources. 35p.
200020 Inderst, Roman & Muller, Holger M. Project bundling,
liquidity spillovers and capital market discipline. 35p.
2000-4 Pemberton, Malcolm & Ulph, David. Technical progress and
the measurement of national income. 25p.
2000-6 Swanson, Timothy, et al. Conflicts in conservation:
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2000-3 Ulph, David & Pemberton, Malcolm. Measuring income and
measuring sustainability. 19p.
200019 Violante, Giovanni L. Technological acceleration, skill
transferability and the rise in residual inequality. 50p.
UNIVERSITE CATH. DE LOUVAIN. Ctr. for Op. Research & Econometrics.
200043 Bauwens, Luc & Hunter, John. Identifying long-run behaviour
with non-stationary data. 13p.
PAGE 32
200040 Bloise, Gaetano & Magris, Francesco. Sunspot equilibria in
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PAGE 33
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